+8,366.4%
AMGN vs COR
+18,527.9%
-10,161.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +1.5% | +2.9% | -1.4% | +0.6% |
| 30D | +13.1% | +5.8% | +7.3% | +11.3% |
| 3M | +12.9% | +11.4% | +1.5% | +9.4% |
| 6M | +40.8% | +34.5% | +6.3% | +29.2% |
| YTD | +45.6% | +4.1% | +41.6% | +42.1% |
| 1Y | +42.7% | -3.1% | +45.9% | +42.0% |
| 3Y | +91.2% | +80.9% | +10.3% | +57.6% |
| 5Y | +158.1% | +195.1% | -37.0% | +83.6% |
| 10Y | +322.3% | +492.7% | -170.5% | +139.3% |
| All | +8,366.4% | +18,527.9% | -10,161.5% | +2,210.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded COR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling